XploRe Help : jbgen

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library:	multi
See also:	bgen jagen

Quantlet:		jbgen
Description:		auxiliary quantlet for full VAR model analysis

Reference(s):

H. Luetkepohl (1993) Introduction to Multiple Time Series Analysis, 2nd edition, Springer, Berlin.

Usage:	`j = jbgen(di, ord)`
Input:
	`di`	integer, dimension of time series
	`ord`	integer, order of series
Output:
	`j`	di x (1 + ord*di) vector

Example:

library("multi") jbgen(2,2)

Result:

Contents of j
[1,]        0        1        0        0        0
[2,]        0        0        1        0        0

Author: P. Cizek, W. Haerdle, 20021119 license MD*Tech